Lecture 4 Notes (Draft) ECE6550, Fall 2017

Sam Coogan
August 28, 2017

Linear Systems: Definitions and Basic Properties

In Lecture 4:

Linearity Impulse response

Transfer function
Input-output interpretation
Recall: The system is linear if Discrete-time formulation

s(t, t0 , 1 x01 + 2 x02 , 1 u1 + 2 u2 ) = 1 s(t, t0 , x01 , u1 ) + 2 s(t, t0 , x02 , u2 ), and

(t, t0 , 1 x01 + 2 x02 , 1 u1 + 2 u2 ) = 1 (t, t0 , x01 , u1 ) + 2 (t, t0 , x02 , u2 )

Example. The following time-varying system is linear:

x = A(t) x (t) + B(t)u(t)

y(t) = C (t) x (t) + D (t)u(t)

where x (t) Rn , u(t) Rm , y(t) R p . N

Proof. For notational convenience, let

x (t) := s(t, t0 , 1 x10 + 2 x20 , 1 u1 + 2 u2 )

x1 (t) := s(t, t0 , x01 , u1 )
x2 (t) := s(t, t0 , x02 , u2 ).

In general, to show x (t) = z(t), we can show:

1. x (t0 ) = z(t0 ), and

2. x = f (t, x ) and z = f (t, z).

Let z(t) = 1 x1 (t) + 2 x2 (t).

Its immediate that x (t0 ) = 1 x1 (t0 ) + 2 x2 (t0 ) = z(t0 ). Further,
d
z = ( x (t) + 2 x2 (t))
dt 1 1
= 1 ( A(t) x1 (t) + B(t)u1 (t)) + 2 ( A(t) x2 (t) + B(t)u2 (t))
= A(t)(1 x1 (t) + 2 x2 (t)) + B(t)(1 u1 (t) + 2 u2 (t))
= A ( t ) z ( t ) + B ( t ) u ( t ).

The remainder of the proof is an exercise. 

Fact. (superposition principle). The state transition function (resp.

response) of a linear system is equal to its zero-input state transition
 lecture 4 notes (draft) ece6550, fall 2017 2

function (resp. response) and its zero-state state transition map (resp.
response):

s(t, t0 , x0 , u) = s(t, t0 , x0 , 0) + s(t, t0 , 0, u)

| {z } | {z }
zero-input state trans. func. zero-state state trans. func.

(t, t0 , x0 , u) = (t, t0 , x0 , 0) + (t, t0 , 0, u)

| {z } | {z }
zero-input response zero-state response

Proof. Take 1 = 2 = 1, x01 = x0 , u1 0, x02 = 0, u2 = u. 

Fact. The zero-input/zero-state state transition function (resp. re-

sponse) are themselves linear:

s(t, t0 , 1 x01 + 2 x02 , 0) = 1 s(t, t0 , x01 , 0) + 2 s(t, t0 , x02 , 0)

s(t, t0 , 0, 1 u1 + 2 u2 ) = 1 s(t, t0 , 0, u1 ) + 2 s(t, t0 , 0, u2 ).

and

(t, t0 , 1 x01 + 2 x02 , 0) = 1 (t, t0 , x01 , 0) + 2 (t, t0 , x02 , 0)

(t, t0 , 0, 1 u1 + 2 u2 ) = 1 (t, t0 , 0, u1 ) + 2 (t, t0 , 0, u2 ).

Input-output properties of linear systems. Some terminology:

m = p = 1, system is single-input-single-output (SISO)

Otherwise, system is multi-input-multi-output (MIMO).

Suppose x10 = x20 = 0. From previous lecture, we view system as

mapping T : U Y , and linearity means:

T ( 1 u1 + 2 u2 ) = 1 T ( u1 ) + 2 T ( u2 ).

We use this property to develop a notion of impulse response.

Impulse Response

For > 0, define the short pulse:

1, 0t
p (t) =
1

0, elsewhere.

We can approximate any (reasonable) signal u(t) U as a sum of

t
shifted and scaled short pulses:
Figure 1: Plot of p (t)
u(t) u(k)p (t k)
k =0
 lecture 4 notes (draft) ece6550, fall 2017 3

u(t)

t
2 3 4

Let

g (t, ) = T ( p (t )).

Then

T (u) u(k)g (t, k).
k =0

When u and g are reasonable functions,

Z
y(t) = T (u) = lim
0
u(k)g (t, k) =
0
u( ) g(t, )d
k =0

where

g(t, ) = lim g (t, ).

0

For MIMO systems, the above generalizes to

Z
y(t) = G (t, )u( )d
0

where G (t, ) R pm for each t, .

For causal systems,

G (t, ) = 0 for all t.

For time-invariant systems,

G (t + T, + T ) = G (t, ) t, , T 0.

For causal, time-invariant systems G (t2 , t1 ) = G (t2 t1 , 0) =:

G (t2 t1 ). Then
Z t
y(t) = G (t )u( )d =: ( G u)(t)
0

where is the convolution operator.

 lecture 4 notes (draft) ece6550, fall 2017 4

Laplace Transform and Transfer Function

Recall the Laplace Transform of x (t) (assumed x (t) = 0 for t < ):

Z
L { x (t)} = X (s) = est x (t)dt, s C.
0

Recall two important properties:

L { x (t)} = sX (s) x (0)

L {( x y)(t)} = X (s)Y (s).

Then

y(t) = G (t) u(t)

L
Y (s) = G (s)U (s)

where
Z
G (s) = L { G (t)} = est G (t)dt, sC
0

is the transfer function of the system.

Much more to say about the structure of linear systems, but we need to
review some linear algebra first...